{"id":"https://openalex.org/W4281614527","doi":"https://doi.org/10.1137/20m1380879","title":"Constrained, Global Optimization of Unknown Functions with Lipschitz Continuous Gradients","display_name":"Constrained, Global Optimization of Unknown Functions with Lipschitz Continuous Gradients","publication_year":2022,"publication_date":"2022-06-01","ids":{"openalex":"https://openalex.org/W4281614527","doi":"https://doi.org/10.1137/20m1380879"},"language":"en","primary_location":{"id":"doi:10.1137/20m1380879","is_oa":false,"landing_page_url":"https://doi.org/10.1137/20m1380879","pdf_url":null,"source":{"id":"https://openalex.org/S928796702","display_name":"SIAM Journal on Optimization","issn_l":"1052-6234","issn":["1052-6234","1095-7189"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320508","host_organization_name":"Society for Industrial and Applied Mathematics","host_organization_lineage":["https://openalex.org/P4310320508"],"host_organization_lineage_names":["Society for Industrial and Applied Mathematics"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"SIAM Journal on Optimization","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5050718717","display_name":"Abraham P. Vinod","orcid":"https://orcid.org/0000-0002-7955-9629"},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Abraham P. Vinod","raw_affiliation_strings":[],"raw_orcid":"https://orcid.org/0000-0002-7955-9629","affiliations":[]},{"author_position":"middle","author":{"id":"https://openalex.org/A5082259087","display_name":"Arie Israel","orcid":"https://orcid.org/0000-0001-6279-6129"},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Arie Israel","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]},{"author_position":"last","author":{"id":"https://openalex.org/A5068441112","display_name":"Ufuk Topcu","orcid":"https://orcid.org/0000-0003-0819-9985"},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Ufuk Topcu","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":3,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":1.6016,"has_fulltext":false,"cited_by_count":6,"citation_normalized_percentile":{"value":0.7944635,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":90,"max":98},"biblio":{"volume":"32","issue":"2","first_page":"1239","last_page":"1264"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10963","display_name":"Advanced Optimization Algorithms Research","score":0.9994000196456909,"subfield":{"id":"https://openalex.org/subfields/2612","display_name":"Numerical Analysis"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T10963","display_name":"Advanced Optimization Algorithms Research","score":0.9994000196456909,"subfield":{"id":"https://openalex.org/subfields/2612","display_name":"Numerical Analysis"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T12101","display_name":"Advanced Bandit Algorithms Research","score":0.9993000030517578,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10720","display_name":"Complexity and Algorithms in Graphs","score":0.9977999925613403,"subfield":{"id":"https://openalex.org/subfields/1703","display_name":"Computational Theory and Mathematics"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/lipschitz-continuity","display_name":"Lipschitz continuity","score":0.7796156406402588},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.7194267511367798},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.661176323890686},{"id":"https://openalex.org/keywords/iterated-function","display_name":"Iterated function","score":0.5766634941101074},{"id":"https://openalex.org/keywords/oracle","display_name":"Oracle","score":0.557602047920227},{"id":"https://openalex.org/keywords/global-optimization","display_name":"Global optimization","score":0.5186766386032104},{"id":"https://openalex.org/keywords/solver","display_name":"Solver","score":0.4948837161064148},{"id":"https://openalex.org/keywords/a-priori-and-a-posteriori","display_name":"A priori and a posteriori","score":0.48625338077545166},{"id":"https://openalex.org/keywords/feasible-region","display_name":"Feasible region","score":0.4647926688194275},{"id":"https://openalex.org/keywords/quadratic-growth","display_name":"Quadratic growth","score":0.4564019739627838},{"id":"https://openalex.org/keywords/optimization-problem","display_name":"Optimization problem","score":0.4516337811946869},{"id":"https://openalex.org/keywords/interior-point-method","display_name":"Interior point method","score":0.43186846375465393},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.3271002471446991},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.26719504594802856}],"concepts":[{"id":"https://openalex.org/C22324862","wikidata":"https://www.wikidata.org/wiki/Q652707","display_name":"Lipschitz continuity","level":2,"score":0.7796156406402588},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.7194267511367798},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.661176323890686},{"id":"https://openalex.org/C140479938","wikidata":"https://www.wikidata.org/wiki/Q5254619","display_name":"Iterated function","level":2,"score":0.5766634941101074},{"id":"https://openalex.org/C55166926","wikidata":"https://www.wikidata.org/wiki/Q2892946","display_name":"Oracle","level":2,"score":0.557602047920227},{"id":"https://openalex.org/C164752517","wikidata":"https://www.wikidata.org/wiki/Q5570875","display_name":"Global optimization","level":2,"score":0.5186766386032104},{"id":"https://openalex.org/C2778770139","wikidata":"https://www.wikidata.org/wiki/Q1966904","display_name":"Solver","level":2,"score":0.4948837161064148},{"id":"https://openalex.org/C75553542","wikidata":"https://www.wikidata.org/wiki/Q178161","display_name":"A priori and a posteriori","level":2,"score":0.48625338077545166},{"id":"https://openalex.org/C177067428","wikidata":"https://www.wikidata.org/wiki/Q17013331","display_name":"Feasible region","level":2,"score":0.4647926688194275},{"id":"https://openalex.org/C195956108","wikidata":"https://www.wikidata.org/wiki/Q7268362","display_name":"Quadratic growth","level":2,"score":0.4564019739627838},{"id":"https://openalex.org/C137836250","wikidata":"https://www.wikidata.org/wiki/Q984063","display_name":"Optimization problem","level":2,"score":0.4516337811946869},{"id":"https://openalex.org/C155253501","wikidata":"https://www.wikidata.org/wiki/Q461992","display_name":"Interior point method","level":2,"score":0.43186846375465393},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.3271002471446991},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.26719504594802856},{"id":"https://openalex.org/C111472728","wikidata":"https://www.wikidata.org/wiki/Q9471","display_name":"Epistemology","level":1,"score":0.0},{"id":"https://openalex.org/C115903868","wikidata":"https://www.wikidata.org/wiki/Q80993","display_name":"Software engineering","level":1,"score":0.0},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.0},{"id":"https://openalex.org/C138885662","wikidata":"https://www.wikidata.org/wiki/Q5891","display_name":"Philosophy","level":0,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1137/20m1380879","is_oa":false,"landing_page_url":"https://doi.org/10.1137/20m1380879","pdf_url":null,"source":{"id":"https://openalex.org/S928796702","display_name":"SIAM Journal on Optimization","issn_l":"1052-6234","issn":["1052-6234","1095-7189"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320508","host_organization_name":"Society for Industrial and Applied Mathematics","host_organization_lineage":["https://openalex.org/P4310320508"],"host_organization_lineage_names":["Society for Industrial and Applied Mathematics"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"SIAM Journal on Optimization","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":11,"referenced_works":["https://openalex.org/W81972919","https://openalex.org/W1570728672","https://openalex.org/W1986778884","https://openalex.org/W2007405464","https://openalex.org/W2026299065","https://openalex.org/W2086529693","https://openalex.org/W2092611373","https://openalex.org/W2113741278","https://openalex.org/W2166566250","https://openalex.org/W2319264195","https://openalex.org/W4236657544"],"related_works":["https://openalex.org/W2037790839","https://openalex.org/W2026496434","https://openalex.org/W2083575507","https://openalex.org/W2239959958","https://openalex.org/W2224859476","https://openalex.org/W3125179639","https://openalex.org/W2079260672","https://openalex.org/W2071596048","https://openalex.org/W2022619808","https://openalex.org/W2094757704"],"abstract_inverted_index":{"We":[0,12,179],"present":[1],"two":[2],"first-order,":[3],"sequential":[4],"optimization":[5,10,177],"algorithms":[6,33,114,148,183],"to":[7,144],"solve":[8],"constrained":[9],"problems.":[11,178],"consider":[13],"a":[14,18,39,51,69,87,93,102,122,173,186],"black-box":[15],"setting":[16],"with":[17,44,166],"priori":[19,40],"unknown,":[20],"nonconvex":[21],"objective":[22],"and":[23,66,92,138],"constraint":[24,90,108],"functions":[25,137],"that":[26],"have":[27],"Lipschitz":[28,131],"continuous":[29,132],"gradients.":[30],"The":[31,59],"proposed":[32,182],"balance":[34],"the":[35,38,45,77,84,98,113,116,130,136,139,147,163,181],"exploration":[36],"of":[37,47,55,135,176],"unknown":[41],"feasible":[42,94],"space":[43],"pursuit":[46],"global":[48,71,104,150],"optimality":[49],"within":[50],"prespecified":[52],"finite":[53],"number":[54],"first-order":[56],"oracle":[57,140,170],"calls.":[58],"first":[60],"algorithm":[61,78,100],"accommodates":[62],"an":[63],"infeasible":[64,81],"start":[65],"provides":[67],"either":[68],"near-optimal":[70,103,167],"solution":[72,96,105,165],"or":[73],"establishes":[74],"infeasibility.":[75],"However,":[76],"may":[79],"produce":[80],"iterates":[82],"during":[83],"search.":[85],"For":[86],"strongly":[88],"convex":[89],"function":[91],"initial":[95],"guess,":[97],"second":[99],"returns":[101],"without":[106],"any":[107],"violation.":[109],"At":[110],"each":[111],"iteration,":[112],"identify":[115],"next":[117],"query":[118],"point":[119],"by":[120,129],"solving":[121],"nonconvex,":[123],"quadratically":[124],"constrained,":[125],"quadratic":[126],"program,":[127],"characterized":[128],"gradient":[133],"property":[134],"responses.":[141],"In":[142],"contrast":[143],"existing":[145],"methods,":[146],"compute":[149],"suboptimality":[151],"bounds":[152],"at":[153],"every":[154],"iteration.":[155],"They":[156],"can":[157],"also":[158],"satisfy":[159],"user-specified":[160],"tolerances":[161],"in":[162,169],"computed":[164],"complexity":[168],"calls":[171],"for":[172],"large":[174],"class":[175],"implement":[180],"using":[184],"GUROBI,":[185],"commercial":[187],"off-the-shelf":[188],"solver.":[189]},"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2025,"cited_by_count":2},{"year":2024,"cited_by_count":1},{"year":2023,"cited_by_count":1},{"year":2022,"cited_by_count":1}],"updated_date":"2026-06-11T09:08:48.828518","created_date":"2025-10-10T00:00:00"}
